E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	786.25	811.25	25.00	3.2%	774.00
High	806.50	838.75	32.25	4.0%	827.00
Low	776.00	804.50	28.50	3.7%	774.00
Close	805.50	832.00	26.50	3.3%	812.75
Range	30.50	34.25	3.75	12.3%	53.00
ATR	28.59	29.00	0.40	1.4%	0.00
Volume	2,008	1,113	-895	-44.6%	8,704

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	927.75	914.25	850.75
R3	893.50	880.00	841.50
R2	859.25	859.25	838.25
R1	845.75	845.75	835.25	852.50
PP	825.00	825.00	825.00	828.50
S1	811.50	811.50	828.75	818.25
S2	790.75	790.75	825.75
S3	756.50	777.25	822.50
S4	722.25	743.00	813.25

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	963.50	941.25	842.00
R3	910.50	888.25	827.25
R2	857.50	857.50	822.50
R1	835.25	835.25	817.50	846.50
PP	804.50	804.50	804.50	810.25
S1	782.25	782.25	808.00	793.50
S2	751.50	751.50	803.00
S3	698.50	729.25	798.25
S4	645.50	676.25	783.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	838.75	772.25	66.50	8.0%	29.00	3.5%	90%	True	False	1,732
10	838.75	758.25	80.50	9.7%	29.00	3.5%	92%	True	False	1,394
20	838.75	662.00	176.75	21.2%	28.75	3.5%	96%	True	False	754
40	865.00	662.00	203.00	24.4%	26.50	3.2%	84%	False	False	400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.73
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	984.25
2.618	928.50
1.618	894.25
1.000	873.00
0.618	860.00
HIGH	838.75
0.618	825.75
0.500	821.50
0.382	817.50
LOW	804.50
0.618	783.25
1.000	770.25
1.618	749.00
2.618	714.75
4.250	659.00

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	828.50	823.75
PP	825.00	815.50
S1	821.50	807.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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